Lecture 49 Hypothesis Testing
Lecture 49 Hypothesis Testing
Lecture-48
Testing of Hypothesis about Difference between Two
Population Means with known population standard
deviations (𝝈𝟏, 𝝈𝟐)
• General Procedure
• Step 1: Formulation of null and alternative hypotheses
• Possible null and alternative hypotheses:
• 𝐻0 : 𝜇1 − 𝜇2 = ∆0 𝐻1 : 𝜇1 − 𝜇2 ≠ ∆0
• if ∆0 is zero, we can write null and alternative hypotheses
as
• 𝐻0 : 𝜇1 = 𝜇2 𝐻1 : 𝜇 1 ≠ 𝜇2
• 𝐻0 : 𝜇1 − 𝜇2 ≥ ∆0 𝐻1 : 𝜇1 − 𝜇2 < ∆0
• 𝐻0 : 𝜇1 − 𝜇2 ≤ ∆0 𝐻1 : 𝜇1 − 𝜇2 > ∆0
• Step 2: Specification of level of significance denoted by 𝛂
• Step 3: Test to be used to test the null hypothesis
x1 −x2 −∆0
•Z =
σ2
1 σ2
+ 2
n1 n2
• Step 4: Defining critical region / rejection region
• Critical region is always based on alternative hypothesis.
• If alternative hypothesis is 𝐻1 : 𝜇1 − 𝜇2 ≠ ∆0 the critical
region will be 𝑍 ≥ 𝑍𝛼/2
• If alternative hypothesis is 𝐻1 : 𝜇1 − 𝜇2 > ∆0 the critical
region will be 𝑍 ≥ 𝑍𝛼
• If alternative hypothesis is 𝐻1 : 𝜇1 − 𝜇2 < ∆0 : 𝜇 < 𝜇0 the
1
critical region will be 𝑍 ≤ −𝑍𝛼
• Where, 𝑍𝛼/2 𝑎𝑛𝑑 𝑍𝛼 are critical values that are calculated
using t-distribution table of critical values.
• Note: critical region tells us how to reject a null
hypothesis.
• Step 5: Draw a random sample and using sample
information calculate the value of Z test.
• Step 6: We draw our conclusion whether we accepted or
rejected our null hypothesis.
Example 1
• A random sample of size 𝑛1 = 25, taken from a normal
population with a standard deviation 𝜎1 = 5.2, has a mean
𝑥1 = 81. A second random sample of size 𝑛2 = 36, taken
from a different normal population with a standard
deviation 𝜎2 = 3.4, has a mean 𝑥2 = 76. Test the
hypothesis that 𝜇1 = 𝜇2 against the alternative, 𝜇1 ≠ 𝜇2
Example 2
• A manufacturer claims that the average tensile strength of
thread A exceeds the average tensile strength of thread B
by at least 12 kilograms. To test this claim, 50 pieces of
each type of thread were tested under similar conditions.
Type A thread had an average tensile strength of 86.7
kilograms with a standard deviation of 6.28 kilograms,
while type B thread had an average tensile strength of
77.8 kilograms with a standard deviation of 5.61
kilograms. Test the manufacturer’s claim using a 0.05
level of significance.
Testing of Hypothesis about Difference between Two
Population Means with unknown population standard
deviations (𝝈𝟏, 𝝈𝟐) but assuming (𝝈𝟏 = 𝝈𝟐)
• General Procedure
• Step 1: Formulation of null and alternative hypotheses
• Possible null and alternative hypotheses:
• 𝐻0 : 𝜇1 − 𝜇2 = ∆0 𝐻1 : 𝜇1 − 𝜇2 ≠ ∆0
• 𝐻0 : 𝜇1 − 𝜇2 ≥ ∆0 𝐻1 : 𝜇1 − 𝜇2 < ∆0
• 𝐻0 : 𝜇1 − 𝜇2 ≤ ∆0 𝐻1 : 𝜇1 − 𝜇2 > ∆0
• Step 2: Specification of level of significance denoted by 𝛂
• Step 3: Test to be used to test the null hypothesis
• Whenever we want to test population mean with the
condition that population standard deviations are
unknown but assumed to be same and sample sizes are
small then the test we use is:
𝑥1 −𝑥2 −∆0
•𝑡=
1 1
𝑠𝑝 . 𝑛 +𝑛
1 2
• With 𝑣 = 𝑛1 + 𝑛2 − 2 degrees of freedom
𝑛1− 1 𝑠21 + 𝑛2− 1 𝑠22
• Where 𝑠𝑝 =
𝑛1 +𝑛2 −2
𝑥1 −𝑥1 2 2 𝑥2 −𝑥2 2
• 𝑠21 = ,𝑠2 =
𝑛1 −1 𝑛2 −1
• Step 4: Defining critical region / rejection region
• Critical region is always based on alternative hypothesis.
• If alternative hypothesis is 𝐻1 : 𝜇1 − 𝜇2 ≠ ∆0 the critical region
will be 𝑡 ≥ 𝑡𝛼,𝑣
2
2
𝑠21 𝑛1 +𝑠22 𝑛2
• With 𝑣 = 2 2 degrees of freedom
𝑠2
1 1𝑛 𝑠2
2 2𝑛
𝑛1 −1
+ 𝑛2 −1
• Where
𝑥1 −𝑥1 2 2 𝑥2 −𝑥2 2
• 𝑠21 = ,𝑠2 =
𝑛1 −1 𝑛2 −1
• Step 4: Defining critical region / rejection region
• Critical region is always based on alternative hypothesis.
• If alternative hypothesis is 𝐻1 : 𝜇1 − 𝜇2 ≠ ∆0 the critical region
will be 𝑡 ≥ 𝑡𝛼,𝑣
2